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Technical Paper

Numerical Solution of Stochastic Differential Equations with Application to Vehicle Handling

2010-04-12
2010-01-0912
To solve the dynamic response problem that contains uncertain parameters needs, the stochastic differential equations needs to be calculated. Interval analysis has been widely used to solve engineering problems which contain many uncertain parameters usually. But the numerical solution method for stochastic differential equations based on the interval analysis method was seldom investigated. In this study a new numerical interval method for the stochastic differential equations based on the Euler's method is presented, which can be used to solve the linear system effectively and efficiently. The probabilistic and interval dynamics analysis of a two-degree-of-freedom bike car model with uncertain parameters are presented.
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